Trading Metrics calculated at close of trading on 15-Sep-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2020 |
15-Sep-2020 |
Change |
Change % |
Previous Week |
Open |
27,576 |
27,851 |
275 |
1.0% |
27,917 |
High |
27,968 |
28,128 |
160 |
0.6% |
28,283 |
Low |
27,576 |
27,808 |
232 |
0.8% |
27,066 |
Close |
27,871 |
27,908 |
37 |
0.1% |
27,493 |
Range |
392 |
320 |
-72 |
-18.4% |
1,217 |
ATR |
540 |
524 |
-16 |
-2.9% |
0 |
Volume |
159,725 |
149,422 |
-10,303 |
-6.5% |
211,229 |
|
Daily Pivots for day following 15-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
28,908 |
28,728 |
28,084 |
|
R3 |
28,588 |
28,408 |
27,996 |
|
R2 |
28,268 |
28,268 |
27,967 |
|
R1 |
28,088 |
28,088 |
27,937 |
28,178 |
PP |
27,948 |
27,948 |
27,948 |
27,993 |
S1 |
27,768 |
27,768 |
27,879 |
27,858 |
S2 |
27,628 |
27,628 |
27,849 |
|
S3 |
27,308 |
27,448 |
27,820 |
|
S4 |
26,988 |
27,128 |
27,732 |
|
|
Weekly Pivots for week ending 11-Sep-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
31,265 |
30,596 |
28,162 |
|
R3 |
30,048 |
29,379 |
27,828 |
|
R2 |
28,831 |
28,831 |
27,716 |
|
R1 |
28,162 |
28,162 |
27,605 |
27,888 |
PP |
27,614 |
27,614 |
27,614 |
27,477 |
S1 |
26,945 |
26,945 |
27,382 |
26,671 |
S2 |
26,397 |
26,397 |
27,270 |
|
S3 |
25,180 |
25,728 |
27,158 |
|
S4 |
23,963 |
24,511 |
26,824 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
28,128 |
27,066 |
1,062 |
3.8% |
566 |
2.0% |
79% |
True |
False |
103,403 |
10 |
29,050 |
27,066 |
1,984 |
7.1% |
675 |
2.4% |
42% |
False |
False |
52,401 |
20 |
29,050 |
27,066 |
1,984 |
7.1% |
510 |
1.8% |
42% |
False |
False |
26,302 |
40 |
29,050 |
25,769 |
3,281 |
11.8% |
436 |
1.6% |
65% |
False |
False |
13,212 |
60 |
29,050 |
24,644 |
4,406 |
15.8% |
485 |
1.7% |
74% |
False |
False |
8,847 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
29,488 |
2.618 |
28,966 |
1.618 |
28,646 |
1.000 |
28,448 |
0.618 |
28,326 |
HIGH |
28,128 |
0.618 |
28,006 |
0.500 |
27,968 |
0.382 |
27,930 |
LOW |
27,808 |
0.618 |
27,610 |
1.000 |
27,488 |
1.618 |
27,290 |
2.618 |
26,970 |
4.250 |
26,448 |
|
|
Fisher Pivots for day following 15-Sep-2020 |
Pivot |
1 day |
3 day |
R1 |
27,968 |
27,846 |
PP |
27,948 |
27,785 |
S1 |
27,928 |
27,723 |
|